| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
2,196.63 |
2,165.75 |
-30.88 |
-1.4% |
2,277.64 |
| High |
2,219.72 |
2,216.75 |
-2.97 |
-0.1% |
2,337.70 |
| Low |
2,151.48 |
2,165.62 |
14.14 |
0.7% |
2,151.48 |
| Close |
2,184.59 |
2,206.86 |
22.27 |
1.0% |
2,206.86 |
| Range |
68.24 |
51.13 |
-17.11 |
-25.1% |
186.22 |
| ATR |
58.37 |
57.85 |
-0.52 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,349.80 |
2,329.46 |
2,234.98 |
|
| R3 |
2,298.67 |
2,278.33 |
2,220.92 |
|
| R2 |
2,247.54 |
2,247.54 |
2,216.23 |
|
| R1 |
2,227.20 |
2,227.20 |
2,211.55 |
2,237.37 |
| PP |
2,196.41 |
2,196.41 |
2,196.41 |
2,201.50 |
| S1 |
2,176.07 |
2,176.07 |
2,202.17 |
2,186.24 |
| S2 |
2,145.28 |
2,145.28 |
2,197.49 |
|
| S3 |
2,094.15 |
2,124.94 |
2,192.80 |
|
| S4 |
2,043.02 |
2,073.81 |
2,178.74 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.67 |
2,684.99 |
2,309.28 |
|
| R3 |
2,604.45 |
2,498.77 |
2,258.07 |
|
| R2 |
2,418.23 |
2,418.23 |
2,241.00 |
|
| R1 |
2,312.55 |
2,312.55 |
2,223.93 |
2,272.28 |
| PP |
2,232.01 |
2,232.01 |
2,232.01 |
2,211.88 |
| S1 |
2,126.33 |
2,126.33 |
2,189.79 |
2,086.06 |
| S2 |
2,045.79 |
2,045.79 |
2,172.72 |
|
| S3 |
1,859.57 |
1,940.11 |
2,155.65 |
|
| S4 |
1,673.35 |
1,753.89 |
2,104.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,337.70 |
2,151.48 |
186.22 |
8.4% |
57.43 |
2.6% |
30% |
False |
False |
|
| 10 |
2,337.70 |
2,139.58 |
198.12 |
9.0% |
50.35 |
2.3% |
34% |
False |
False |
|
| 20 |
2,337.70 |
2,082.04 |
255.66 |
11.6% |
49.10 |
2.2% |
49% |
False |
False |
|
| 40 |
2,388.24 |
2,034.92 |
353.32 |
16.0% |
57.34 |
2.6% |
49% |
False |
False |
|
| 60 |
2,438.44 |
2,034.92 |
403.52 |
18.3% |
48.80 |
2.2% |
43% |
False |
False |
|
| 80 |
2,438.44 |
2,034.92 |
403.52 |
18.3% |
44.05 |
2.0% |
43% |
False |
False |
|
| 100 |
2,438.44 |
2,034.92 |
403.52 |
18.3% |
40.84 |
1.9% |
43% |
False |
False |
|
| 120 |
2,438.44 |
2,034.92 |
403.52 |
18.3% |
37.75 |
1.7% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,434.05 |
|
2.618 |
2,350.61 |
|
1.618 |
2,299.48 |
|
1.000 |
2,267.88 |
|
0.618 |
2,248.35 |
|
HIGH |
2,216.75 |
|
0.618 |
2,197.22 |
|
0.500 |
2,191.19 |
|
0.382 |
2,185.15 |
|
LOW |
2,165.62 |
|
0.618 |
2,134.02 |
|
1.000 |
2,114.49 |
|
1.618 |
2,082.89 |
|
2.618 |
2,031.76 |
|
4.250 |
1,948.32 |
|
|